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The Journal of Trading
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The Journal of Trading

The Journal of Trading

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Summer 2016; Volume 11,Issue 3
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Blocher, Jesse

    1. You have access
      Phantom Liquidity and High-Frequency Quoting
      Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet
      The Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006
  2. Bruce, Brian R.

    1. You have access
      Editor’s Letter
      Brian R. Bruce
      The Journal of Trading Summer 2016, 11 (3) 1; DOI: https://doi.org/10.3905/jot.2016.11.3.001

C

  1. Cooper, Rick

    1. You have access
      Phantom Liquidity and High-Frequency Quoting
      Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet
      The Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006

J

  1. Jha, Vinesh

    1. You have access
      Timing Equity Quant Positions with Short-Horizon Alphas
      Vinesh Jha
      The Journal of Trading Summer 2016, 11 (3) 53-59; DOI: https://doi.org/10.3905/jot.2016.11.3.053

K

  1. Kashyap, Ravi

    1. You have access
      Hong Kong–Shanghai Connect/Hong Kong–Beijing Disconnect? Scaling the Great Wall of Chinese Securities Trading Costs
      Ravi Kashyap
      The Journal of Trading Summer 2016, 11 (3) 81-134; DOI: https://doi.org/10.3905/jot.2016.11.3.081

L

  1. Laipply, Stephen

    1. You have access
      Toward Greater Transparency and Efficiency in
      Trading Fixed-Income ETF Portfolios
      Ananth Madhavan, Stephen Laipply and Aleksander Sobczyk
      The Journal of Trading Summer 2016, 11 (3) 32-40; DOI: https://doi.org/10.3905/jot.2016.11.3.032
  2. Le, Steven V.

    1. You have access
      Pre-Event Trading Based on Value Line’s Weekly Rank-Change Announcements
      Ying Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. Le
      The Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061
  3. Li, Jiasun

    1. You have access
      Slow Price Adjustment to Public News in After-Hours Trading
      Jiasun Li
      The Journal of Trading Summer 2016, 11 (3) 16-31; DOI: https://doi.org/10.3905/jot.2016.11.3.016
  4. Liew, Rong Qi

    1. You have access
      Pairs Trading with Copulas
      Wenjun Xie, Rong Qi Liew, Yuan Wu and Xi Zou
      The Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041

M

  1. Madhavan, Ananth

    1. You have access
      Toward Greater Transparency and Efficiency in
      Trading Fixed-Income ETF Portfolios
      Ananth Madhavan, Stephen Laipply and Aleksander Sobczyk
      The Journal of Trading Summer 2016, 11 (3) 32-40; DOI: https://doi.org/10.3905/jot.2016.11.3.032

P

  1. Prombutr, Wikrom

    1. You have access
      Pre-Event Trading Based on Value Line’s Weekly Rank-Change Announcements
      Ying Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. Le
      The Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061

S

  1. Seddon, Jonathan

    1. You have access
      Phantom Liquidity and High-Frequency Quoting
      Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet
      The Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006
  2. Sobczyk, Aleksander

    1. You have access
      Toward Greater Transparency and Efficiency in
      Trading Fixed-Income ETF Portfolios
      Ananth Madhavan, Stephen Laipply and Aleksander Sobczyk
      The Journal of Trading Summer 2016, 11 (3) 32-40; DOI: https://doi.org/10.3905/jot.2016.11.3.032

T

  1. Tang, Hongfei

    1. You have access
      Pre-Event Trading Based on Value Line’s Weekly Rank-Change Announcements
      Ying Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. Le
      The Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061

V

  1. Vliet, Ben Van

    1. You have access
      Phantom Liquidity and High-Frequency Quoting
      Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet
      The Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006

W

  1. Wu, Yuan

    1. You have access
      Pairs Trading with Copulas
      Wenjun Xie, Rong Qi Liew, Yuan Wu and Xi Zou
      The Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041

X

  1. Xie, Wenjun

    1. You have access
      Pairs Trading with Copulas
      Wenjun Xie, Rong Qi Liew, Yuan Wu and Xi Zou
      The Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041

Z

  1. Zhang, Ying

    1. You have access
      Pre-Event Trading Based on Value Line’s Weekly Rank-Change Announcements
      Ying Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. Le
      The Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061
  2. Zou, Xi

    1. You have access
      Pairs Trading with Copulas
      Wenjun Xie, Rong Qi Liew, Yuan Wu and Xi Zou
      The Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041
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In this issue

The Journal of Trading: 11 (3)
The Journal of Trading
Vol. 11, Issue 3
Summer 2016
  • Table of Contents
  • Index by author

 

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